Algorithmic Trading Platform

Architecture / Component

Overview

Provides dashboards, alerts, and reports for all stakeholder roles. Consumes events from all major components via the Audit Log.

Referenced By 1

Architecture

Documents

Monitoring and Reporting README document repo://graph/nodes/ef67dc33b51e46161ab816019503d888/artifacts/monitoring-readme.md

Monitoring and Reporting

Responsibilities

Aggregates platform metrics and provides reporting for operational visibility.

  • Subscribes to all domain events (MarketTick, Signal, RiskDecision, Order, Execution, Position, AuditEvent)
  • Tracks platform health metrics: tick rate, signal rate, fill rate, P&L
  • Exposes metrics via REST API and WebSocket SSE for the UI Dashboard

Key Metrics

Metric Description
Tick rate MarketTick events per second per symbol
Signal rate Signals generated per strategy per interval
Fill rate Orders filled vs. submitted
Daily P&L Realized P&L across all positions
Risk rejections Count of rejected signals by check type

Design Notes

  • Milestone 1: in-memory metrics, REST API polling
  • Milestone 2: time-series persistence, WebSocket push